Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1448848.701 | 1305357.0068 | 143491.6942 | 15165671.6815 | 5115162.0983 | 10050509.5832 |
Total P&L (%) | 1448.8487 | 1305.357 | 143.4917 | 15165.6717 | 5115.1621 | 10050.5096 |
Avg Daily Profit (%) | 0.5797 | 0.5223 | 0.0574 | 0.2014 | 0.1583 | 0.185 |
Buy And Hold Return (%) | 448.4256 | 448.4256 | 448.4256 | 448.4256 | 448.4256 | 448.4256 |
Max Trade Drawdown | -89094 | -51671 | -76903 | -14378736 | -8492446 | -8306616 |
Profit Factor | 4.457 | 7.6309 | 1.6456 | 1.3746 | 1.2149 | 1.6027 |
Total Trades | 67 | 34 | 33 | 67 | 34 | 33 |
Winning Trades | 30 | 13 | 17 | 30 | 13 | 17 |
Losing Trades | 37 | 21 | 16 | 37 | 21 | 16 |
Profitability (%) | 44.7761 | 38.2353 | 51.5152 | 44.7761 | 38.2353 | 51.5152 |
Ratio Avg Win / Avg Loss | 5.4969 | 12.3268 | 1.5488 | 1.6954 | 1.9625 | 1.5084 |
Largest Winning Trade | 814299 | 814299 | 57387 | 7978279 | 7978279 | 6201369 |
Largest Losing Trade | -32213 | -25152 | -32213 | -4345677 | -3773532 | -4345677 |
Avg Bars in Trades | 220 | 196 | 244 | 220 | 196 | 244 |
Avg Bars in Winners | 377 | 366 | 386 | 377 | 366 | 386 |
Avg Bars in Losers | 92 | 91 | 92 | 92 | 91 | 92 |
Bars Traded | 14748 | 6688 | 8060 | 14748 | 6688 | 8060 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -107534 | 415376 | -278741 | -113608 | 135505 | 400140 |
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# | Side | Entry time | Exit time | Entry price | Exit price | PnL | PnL % (gross) | PnL % (after margin) | Duration | Equity (Compounded 1000) | Equity (Chart Exit) | Δ $ (Chart - Table) | Equity (Fixed 1000) |
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